08-036/4 - Possibly Ill-behaved Posteriors in Econometric Models

• Authors
  Lennart Hoogerheide, Erasmus University Rotterdam; Herman K. van Dijk, Erasmus University Rotterdam
• Publication date
  April 8, 2008

• Keywords
  instrumental variables; vector error correction model; mixture model; importance sampling; Markov chain Monte Carlo; neural network
• JEL
  C11; C15; C45